PortfoliosLab logo
VIPS vs. TJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VIPS and TJX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VIPS vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vipshop Holdings Limited (VIPS) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VIPS:

-0.16

TJX:

1.93

Sortino Ratio

VIPS:

0.25

TJX:

2.85

Omega Ratio

VIPS:

1.03

TJX:

1.36

Calmar Ratio

VIPS:

-0.04

TJX:

3.34

Martin Ratio

VIPS:

-0.16

TJX:

10.72

Ulcer Index

VIPS:

18.95%

TJX:

3.44%

Daily Std Dev

VIPS:

47.17%

TJX:

19.03%

Max Drawdown

VIPS:

-86.75%

TJX:

-64.59%

Current Drawdown

VIPS:

-64.21%

TJX:

0.00%

Fundamentals

Market Cap

VIPS:

$7.89B

TJX:

$148.87B

EPS

VIPS:

$1.99

TJX:

$4.25

PE Ratio

VIPS:

7.70

TJX:

31.37

PEG Ratio

VIPS:

32.44

TJX:

3.10

PS Ratio

VIPS:

0.07

TJX:

2.64

PB Ratio

VIPS:

1.42

TJX:

17.74

Total Revenue (TTM)

VIPS:

$114.00B

TJX:

$43.88B

Gross Profit (TTM)

VIPS:

$26.55B

TJX:

$13.51B

EBITDA (TTM)

VIPS:

$10.14B

TJX:

$5.86B

Returns By Period

In the year-to-date period, VIPS achieves a 18.12% return, which is significantly higher than TJX's 11.07% return. Over the past 10 years, VIPS has underperformed TJX with an annualized return of -4.11%, while TJX has yielded a comparatively higher 16.34% annualized return.


VIPS

YTD

18.12%

1M

23.03%

6M

14.22%

1Y

-8.13%

5Y*

0.51%

10Y*

-4.11%

TJX

YTD

11.07%

1M

4.82%

6M

11.84%

1Y

34.67%

5Y*

23.34%

10Y*

16.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VIPS vs. TJX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIPS
The Risk-Adjusted Performance Rank of VIPS is 4545
Overall Rank
The Sharpe Ratio Rank of VIPS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VIPS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VIPS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VIPS is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VIPS is 4848
Martin Ratio Rank

TJX
The Risk-Adjusted Performance Rank of TJX is 9595
Overall Rank
The Sharpe Ratio Rank of TJX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TJX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of TJX is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TJX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TJX is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIPS vs. TJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) and The TJX Companies, Inc. (TJX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current VIPS Sharpe Ratio is -0.16, which is lower than the TJX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of VIPS and TJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

VIPS vs. TJX - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.13%, more than TJX's 1.16% yield.


TTM20242023202220212020201920182017201620152014
VIPS
Vipshop Holdings Limited
3.13%3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TJX
The TJX Companies, Inc.
1.16%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%0.98%

Drawdowns

VIPS vs. TJX - Drawdown Comparison

The maximum VIPS drawdown since its inception was -86.75%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for VIPS and TJX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

VIPS vs. TJX - Volatility Comparison

Vipshop Holdings Limited (VIPS) has a higher volatility of 11.71% compared to The TJX Companies, Inc. (TJX) at 5.02%. This indicates that VIPS's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

VIPS vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between Vipshop Holdings Limited and The TJX Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B20212022202320242025
33.22B
16.35B
(VIPS) Total Revenue
(TJX) Total Revenue
Values in USD except per share items

VIPS vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between Vipshop Holdings Limited and The TJX Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%20212022202320242025
23.0%
30.5%
(VIPS) Gross Margin
(TJX) Gross Margin
VIPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Vipshop Holdings Limited reported a gross profit of 7.63B and revenue of 33.22B. Therefore, the gross margin over that period was 23.0%.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The TJX Companies, Inc. reported a gross profit of 4.98B and revenue of 16.35B. Therefore, the gross margin over that period was 30.5%.

VIPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Vipshop Holdings Limited reported an operating income of 2.85B and revenue of 33.22B, resulting in an operating margin of 8.6%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The TJX Companies, Inc. reported an operating income of 1.85B and revenue of 16.35B, resulting in an operating margin of 11.3%.

VIPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Vipshop Holdings Limited reported a net income of 2.45B and revenue of 33.22B, resulting in a net margin of 7.4%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The TJX Companies, Inc. reported a net income of 1.40B and revenue of 16.35B, resulting in a net margin of 8.6%.